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Support corr in GroupBy.apply through the jit engine #13767

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merged 13 commits into from
Aug 2, 2023
Merged

Support corr in GroupBy.apply through the jit engine #13767

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1742685
Initial commit
shwina Jul 13, 2023
0bfc9a8
cleanup
brandon-b-miller Jul 26, 2023
3273c4f
reimplement var in terms of covar, corr in terms of covar and std
brandon-b-miller Jul 26, 2023
cc64061
Merge branch 'branch-23.10' of github.com:rapidsai/cudf into add-corr…
shwina Jul 27, 2023
4d7ec6a
Merge branch 'add-corr-udf' of github.com:shwina/cudf into add-corr-udf
shwina Jul 27, 2023
011fce7
generalize dtypes, pass tests
brandon-b-miller Jul 27, 2023
5730faa
remove unnecessary pointer indirection
brandon-b-miller Jul 31, 2023
e02cc02
Apply suggestions from code review
brandon-b-miller Jul 31, 2023
dc35515
style
brandon-b-miller Jul 31, 2023
e1cdad1
drop float for now
brandon-b-miller Aug 1, 2023
14bd1be
Apply suggestions from code review
brandon-b-miller Aug 1, 2023
ff618ba
style fixes
brandon-b-miller Aug 1, 2023
3f37b61
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shwina Aug 1, 2023
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41 changes: 41 additions & 0 deletions python/cudf/cudf/core/udf/groupby_lowering.py
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Original file line number Diff line number Diff line change
Expand Up @@ -55,6 +55,46 @@ def group_reduction_impl_basic(context, builder, sig, args, function):
)


def group_corr(context, builder, sig, args):
"""
Instruction boilerplate used for calling a groupby correlation
"""
lhs_grp = cgutils.create_struct_proxy(sig.args[0])(
context, builder, value=args[0]
)
rhs_grp = cgutils.create_struct_proxy(sig.args[1])(
context, builder, value=args[1]
)

device_func = call_cuda_functions["corr"][
(
sig.return_type,
sig.args[0].group_scalar_type,
sig.args[1].group_scalar_type,
)
]
result = context.compile_internal(
builder,
device_func,
nb_signature(
types.float64,
types.CPointer(
sig.args[0].group_scalar_type
), # this group calls corr
types.CPointer(
sig.args[1].group_scalar_type
), # this group is passed
group_size_type,
),
(
lhs_grp.group_data,
rhs_grp.group_data,
lhs_grp.size,
),
)
return result


@lower_builtin(Group, types.Array, group_size_type, types.Array)
def group_constructor(context, builder, sig, args):
"""
Expand Down Expand Up @@ -155,3 +195,4 @@ def cuda_Group_size(context, builder, sig, args):
cuda_lower("GroupType.idxmin", GroupType(ty, types.int64))(
cuda_Group_idxmin
)
cuda_lower("GroupType.corr", GroupType(ty), GroupType(ty))(group_corr)
67 changes: 48 additions & 19 deletions python/cudf/cudf/core/udf/groupby_typing.py
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Original file line number Diff line number Diff line change
Expand Up @@ -104,7 +104,22 @@ def __init__(self, dmm, fe_type):
call_cuda_functions: Dict[Any, Any] = {}


def _register_cuda_reduction_caller(funcname, inputty, retty):
def _register_cuda_binary_reduction_caller(funcname, lty, rty, retty):
cuda_func = cuda.declare_device(
f"Block{funcname}_{lty}_{rty}",
retty(types.CPointer(lty), types.CPointer(rty), group_size_type),
)

def caller(lhs, rhs, size):
return cuda_func(lhs, rhs, size)

call_cuda_functions.setdefault(funcname.lower(), {})

type_key = retty, lty, rty
call_cuda_functions[funcname.lower()][type_key] = caller


def _register_cuda_unary_reduction_caller(funcname, inputty, retty):
cuda_func = cuda.declare_device(
f"Block{funcname}_{inputty}",
retty(types.CPointer(inputty), group_size_type),
Expand Down Expand Up @@ -191,6 +206,13 @@ def generic(self, args, kws):
return nb_signature(self.this.index_type, recvr=self.this)


class GroupCorr(AbstractTemplate):
key = "GroupType.corr"

def generic(self, args, kws):
return nb_signature(types.float64, args[0], recvr=self.this)


@cuda_registry.register_attr
class GroupAttr(AttributeTemplate):
key = GroupType
Expand Down Expand Up @@ -220,33 +242,40 @@ def resolve_idxmin(self, mod):
GroupIdxMin, GroupType(mod.group_scalar_type, mod.index_type)
)

def resolve_corr(self, mod):
return types.BoundFunction(
GroupCorr, GroupType(mod.group_scalar_type, mod.index_type)
)


for ty in SUPPORTED_GROUPBY_NUMBA_TYPES:
_register_cuda_reduction_caller("Max", ty, ty)
_register_cuda_reduction_caller("Min", ty, ty)
_register_cuda_unary_reduction_caller("Max", ty, ty)
_register_cuda_unary_reduction_caller("Min", ty, ty)
_register_cuda_idx_reduction_caller("IdxMax", ty)
_register_cuda_idx_reduction_caller("IdxMin", ty)
_register_cuda_binary_reduction_caller("Corr", ty, ty, types.float64)


_register_cuda_reduction_caller("Sum", types.int32, types.int64)
_register_cuda_reduction_caller("Sum", types.int64, types.int64)
_register_cuda_reduction_caller("Sum", types.float32, types.float32)
_register_cuda_reduction_caller("Sum", types.float64, types.float64)
_register_cuda_unary_reduction_caller("Sum", types.int32, types.int64)
_register_cuda_unary_reduction_caller("Sum", types.int64, types.int64)
_register_cuda_unary_reduction_caller("Sum", types.float32, types.float32)
_register_cuda_unary_reduction_caller("Sum", types.float64, types.float64)


_register_cuda_reduction_caller("Mean", types.int32, types.float64)
_register_cuda_reduction_caller("Mean", types.int64, types.float64)
_register_cuda_reduction_caller("Mean", types.float32, types.float32)
_register_cuda_reduction_caller("Mean", types.float64, types.float64)
_register_cuda_unary_reduction_caller("Mean", types.int32, types.float64)
_register_cuda_unary_reduction_caller("Mean", types.int64, types.float64)
_register_cuda_unary_reduction_caller("Mean", types.float32, types.float32)
_register_cuda_unary_reduction_caller("Mean", types.float64, types.float64)

_register_cuda_reduction_caller("Std", types.int32, types.float64)
_register_cuda_reduction_caller("Std", types.int64, types.float64)
_register_cuda_reduction_caller("Std", types.float32, types.float32)
_register_cuda_reduction_caller("Std", types.float64, types.float64)
_register_cuda_unary_reduction_caller("Std", types.int32, types.float64)
_register_cuda_unary_reduction_caller("Std", types.int64, types.float64)
_register_cuda_unary_reduction_caller("Std", types.float32, types.float32)
_register_cuda_unary_reduction_caller("Std", types.float64, types.float64)

_register_cuda_reduction_caller("Var", types.int32, types.float64)
_register_cuda_reduction_caller("Var", types.int64, types.float64)
_register_cuda_reduction_caller("Var", types.float32, types.float32)
_register_cuda_reduction_caller("Var", types.float64, types.float64)
_register_cuda_unary_reduction_caller("Var", types.int32, types.float64)
_register_cuda_unary_reduction_caller("Var", types.int64, types.float64)
_register_cuda_unary_reduction_caller("Var", types.float32, types.float32)
_register_cuda_unary_reduction_caller("Var", types.float64, types.float64)


for attr in ("group_data", "index", "size"):
Expand Down
1 change: 0 additions & 1 deletion python/cudf/cudf/core/udf/groupby_utils.py
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Original file line number Diff line number Diff line change
Expand Up @@ -124,7 +124,6 @@ def _get_groupby_apply_kernel(frame, func, args):
"types": types,
}
kernel_string = _groupby_apply_kernel_string_from_template(frame, args)

kernel = _get_kernel(kernel_string, global_exec_context, None, func)

return kernel, return_type
Expand Down
16 changes: 16 additions & 0 deletions python/cudf/cudf/tests/test_groupby.py
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Expand Up @@ -389,6 +389,8 @@ def groupby_jit_data():
df["key2"] = np.random.randint(0, 2, nelem)
df["val1"] = np.random.random(nelem)
df["val2"] = np.random.random(nelem)
df["val3"] = np.random.randint(0, 10, nelem)
df["val4"] = np.random.randint(0, 10, nelem)
return df


Expand Down Expand Up @@ -433,6 +435,20 @@ def func(df):
run_groupby_apply_jit_test(groupby_jit_data, func, ["key1"])


@pytest.mark.parametrize("dtype", SUPPORTED_GROUPBY_NUMPY_TYPES)
def test_groupby_apply_jit_correlation(groupby_jit_data, dtype):
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Do we need to test data with NaNs? Infinity? Empty groups? Negative numbers? etc.

I'd like to see stronger test coverage for much more of our JIT code paths, not just corr...

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Closing the loop on this conversation, after some discussion offline it was found that significant changes are needed to robustly support special values for this reduction which we'll tackle in a separate pull request.

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@bdice bdice Aug 1, 2023 •
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Please file an issue for this -- and we also need to test the behavior of existing functions like variance and standard deviation for NaN support (do other functions ignore the NaN values like corr?).


groupby_jit_data["val3"] = groupby_jit_data["val3"].astype(dtype)
groupby_jit_data["val4"] = groupby_jit_data["val4"].astype(dtype)

keys = ["key1", "key2"]

def func(group):
return group["val3"].corr(group["val4"])

run_groupby_apply_jit_test(groupby_jit_data, func, keys)


@pytest.mark.parametrize("dtype", ["float64"])
@pytest.mark.parametrize("func", ["min", "max", "sum", "mean", "var", "std"])
@pytest.mark.parametrize("special_val", [np.nan, np.inf, -np.inf])
Expand Down
82 changes: 66 additions & 16 deletions python/cudf/udf_cpp/shim.cu
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Original file line number Diff line number Diff line change
Expand Up @@ -437,37 +437,55 @@ __device__ double BlockMean(T const* data, int64_t size)
}

template <typename T>
__device__ double BlockVar(T const* data, int64_t size)
__device__ double BlockCoVar(T const* lhs, T const* rhs, int64_t size)
{
auto block = cooperative_groups::this_thread_block();

__shared__ double block_var;
__shared__ T block_sum;
__shared__ double block_covar;

__shared__ T block_sum_lhs;
__shared__ T block_sum_rhs;

if (block.thread_rank() == 0) {
block_var = 0;
block_sum = 0;
block_covar = 0;
block_sum_lhs = 0;
block_sum_rhs = 0;
}
block.sync();

T local_sum = 0;
double local_var = 0;

device_sum<T>(block, data, size, &block_sum);
device_sum<T>(block, lhs, size, &block_sum_lhs);
auto const mu_l = static_cast<double>(block_sum_lhs) / static_cast<double>(size);
auto const mu_r = [=]() {
if (lhs == rhs) {
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return mu_l;
} else {
device_sum<T>(block, rhs, size, &block_sum_rhs);
return static_cast<double>(block_sum_rhs) / static_cast<double>(size);
}
}();

auto const mean = static_cast<double>(block_sum) / static_cast<double>(size);
double local_covar = 0;

for (int64_t idx = block.thread_rank(); idx < size; idx += block.size()) {
auto const delta = static_cast<double>(data[idx]) - mean;
local_var += delta * delta;
auto const delta =
(static_cast<double>(lhs[idx]) - mu_l) * (static_cast<double>(rhs[idx]) - mu_r);
local_covar += delta;
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}

cuda::atomic_ref<double, cuda::thread_scope_block> ref{block_var};
ref.fetch_add(local_var, cuda::std::memory_order_relaxed);
cuda::atomic_ref<double, cuda::thread_scope_block> ref{block_covar};
ref.fetch_add(local_covar, cuda::std::memory_order_relaxed);
block.sync();

if (block.thread_rank() == 0) { block_var = block_var / static_cast<double>(size - 1); }
if (block.thread_rank() == 0) { block_covar /= static_cast<double>(size - 1); }
block.sync();
return block_var;

return block_covar;
}

template <typename T>
__device__ double BlockVar(T const* data, int64_t size)
{
return BlockCoVar<T>(data, data, size);
}

template <typename T>
Expand Down Expand Up @@ -620,6 +638,19 @@ __device__ int64_t BlockIdxMin(T const* data, int64_t* index, int64_t size)
return block_idx_min;
}

template <typename T>
__device__ double BlockCorr(T* const lhs_ptr, T* const rhs_ptr, int64_t size)
{
auto numerator = BlockCoVar(lhs_ptr, rhs_ptr, size);
auto denominator = BlockStd(lhs_ptr, size) * BlockStd<T>(rhs_ptr, size);

if (denominator == 0.0) {
return 0.0;
} else {
return numerator / denominator;
}
}

extern "C" {
#define make_definition(name, cname, type, return_type) \
__device__ int name##_##cname(return_type* numba_return_value, type* const data, int64_t size) \
Expand Down Expand Up @@ -684,3 +715,22 @@ make_definition_idx(BlockIdxMax, float32, float);
make_definition_idx(BlockIdxMax, float64, double);
#undef make_definition_idx
}

extern "C" {
#define make_definition_corr(name, cname, type) \
__device__ int name##_##cname##_##cname( \
double* numba_return_value, type* const lhs, type* const rhs, int64_t size) \
{ \
double const res = name<type>(lhs, rhs, size); \
*numba_return_value = res; \
__syncthreads(); \
return 0; \
}

make_definition_corr(BlockCorr, int32, int32_t);
make_definition_corr(BlockCorr, int64, int64_t);
make_definition_corr(BlockCorr, float32, float);
make_definition_corr(BlockCorr, float64, double);

#undef make_definition_corr
}
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